+1,080.1%
XLI vs CLS
+1,781.7%
-701.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.8% |
| 7D | +4.3% | +23.5% | -19.2% | +0.1% |
| 30D | +0.5% | -28.9% | +29.4% | +6.1% |
| 3M | -8.6% | -25.2% | +16.6% | -5.0% |
| 6M | -2.3% | -32.1% | +29.8% | +1.5% |
| YTD | +10.1% | -14.1% | +24.2% | +7.3% |
| 1Y | +11.0% | -24.1% | +35.1% | +9.7% |
| 3Y | +72.3% | +897.0% | -824.7% | -7.0% |
| 5Y | +70.8% | +2,089.9% | -2,019.1% | -23.6% |
| 10Y | +228.7% | +2,022.2% | -1,793.5% | +37.6% |
| All | +1,080.1% | +1,781.7% | -701.6% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling